On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (Q6184308)
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scientific article; zbMATH DE number 7784081
Language | Label | Description | Also known as |
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English | On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy |
scientific article; zbMATH DE number 7784081 |
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On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy (English)
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5 January 2024
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spectrally negative Lévy process
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Chapter 11 bankruptcy
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de Finetti's dividend problem
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double barrier strategy
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impulse control
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